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  1. M

    Systematic US Equities Investing

    Thanks.
  2. M

    Systematic US Equities Investing

    March returns: Model: +5.84% S&P500: +0.42% Since start of journal: Model: +9.60% S&P500: +0.86% April list posted on http://www.aeroscapital.com Note: View website for description regarding the calculation of performance figures.
  3. M

    Systematic US Equities Investing

    A friend of mine had a domain which was not being used so I decided to put information regarding the model on the website for easy to use reference. www.aeroscapital.com Of course discussion of the strategy will continue in this thread. Hope this is helpful.
  4. M

    Steve Cohen on 60 Minutes now

    The key reason the Chairman of Biovail is using is that SAC led to his company's stock price to plummet. However, he fails to understand that when a company misses earnings for two quarters and is under SEC investigation the stock WILL plummet anyways. Interestingly when the interviewer asked...
  5. M

    Steve Cohen on 60 Minutes now

    I agree.
  6. M

    Steve Cohen on 60 Minutes now

    What the hell is this CEO's problem? Company misses earnings and has an investigation by the SEC to boot so OF COURSE the stock is going to plummet. I hope Stevie destroys this guy in court.
  7. M

    EUR/CHF Play

    Nice trade. I am waiting for it to see the reaction at the 1.5720 level to initiate a trade. The setup looks great just a matter of strategically picking spots and hitting the turn.
  8. M

    Eur/USD

    I would look for a long it approaches the 1.2020-1.2000 level.
  9. M

    EUR/CHF Play

    Now this looks interesting to me. This pair is overextended so a counter trend play looks to be the smart move. Significant S&R level in the 1.5740-1.5720 region which should be observed. I am also seeing some good divergence in the H1 charts which looks promising. A move below the S&R...
  10. M

    zero sum game?????????????

    Makes you wonder why its called a theory when its central dogma is a hypothesis :) You are very correct though. Wild academics....
  11. M

    zero sum game?????????????

    Most people don't use the correct terms for that either. Its known as the Efficient Market Hypothesis (EMH). Yes, I do agree with your assessment somewhat. http://www.e-m-h.org/ There are very few true theories when it comes to economics.
  12. M

    zero sum game?????????????

    As for the topic: http://www.investopedia.com/terms/z/zero-sumgame.asp Options, futures, FX etc: shift wealth from one side to another. Stocks: wealth can be generated.
  13. M

    zero sum game?????????????

    Actually a theory is something based on facts. Laymen seem to think that theory is assumption. Well thats hypothesizing not theory. So game theory is a concept based on facts that have been repeatedly tested and found to be true.
  14. M

    EUR/AUD

    I know all this. I pointed out to the fact that you contradicted your statements which makes you look foolish. And nice try trying to get Ivan to give up his strategy to you. I respect Ivan because he has had the guts to call his trades as they comes, post his 2005 trading results (which...
  15. M

    EUR/AUD

    You contradict your own statements. Why would you even have to close a losing trade when your system can never lose even once? (as if such a thing existed)
  16. M

    EUR/AUD

    I see a lot of typing but not enough substance. As a yardstick use the following: If you have posted an annual return 2-3 times your max drawdown, you have performed well. Thus, if your maxDD for the year was 5%, a return of 10-15% can be considered to be respectable. I am not the only one...
  17. M

    Systematic US Equities Investing

    All positions to be liquidated on March 31st to rebalance for the month of April.
  18. M

    jim rogers sells house and moves to asia

    I believe that this is an indexing operation: http://www.diapasoncm.com/index2.htm They make 1% of the assets as the fee: http://www.ameinfo.com/61426.html 30MM a year isnt shabby at all.
  19. M

    jim rogers sells house and moves to asia

    http://www.brownharrisstevens.com/detail.aspx?id=461845 Pretty nice pad.
  20. M

    The best time to trade forex futures

    Non Farm Payrolls.
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